-44.5%
TOST vs PFGC
+142.8%
-187.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +2.8% |
| 7D | 0.0% | +3.4% | -3.4% | -2.0% |
| 30D | +16.2% | +16.9% | -0.7% | +5.2% |
| 3M | -1.5% | +6.4% | -7.9% | -5.8% |
| 6M | +55.3% | +16.0% | +39.3% | +40.3% |
| YTD | -2.3% | +23.6% | -26.0% | -18.2% |
| 1Y | -5.5% | +16.6% | -22.1% | -17.8% |
| 3Y | +151.1% | +82.3% | +68.8% | +53.4% |
| 5Y | -27.9% | +138.7% | -166.7% | -67.7% |
| All | -44.5% | +142.8% | -187.3% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling